Discrepancy Method for Solving Multistage Minimization Problem
Dual of a linear fractional program through geometric programming
Duality in set-valued optimization [Book]
Duality in vector optimization. I. Abstract duality scheme
Duality of transformation functions in the interior point methods.
Duality theorems for a class of non-linear programming problems.
Duality of linear programming is used to establish an important duality theorem for a class of non-linear programming problems. Primal problem has quasimonotonic objective function and a convex polyhedron as its constraint set.
Efficient trust region method for nonlinear least squares
Ein notwendiges und hinreichendes Optimalitätskriterium für allgemeine quadratische Optimierungsprobleme
Ein Verfahren zum Minimieren einer Funktion bei eingeschränktem Variationsbereich der Parameter.
Entropy Based Transportation Model - a Geometric Programming Approach
Études numériques et applications de processus d'approximation stochastique
Existence of local saddle points for a new augmented Lagrangian function.
Existence of minimizers and necessary conditions in set-valued optimization with equilibrium constraints
In this paper we study set-valued optimization problems with equilibrium constraints (SOPECs) described by parametric generalized equations in the form where both and are set-valued mappings between infinite-dimensional spaces. Such models particularly arise from certain optimization-related problems governed by set-valued variational inequalities and first-order optimality conditions in nondifferentiable programming. We establish general results on the existence of optimal solutions under...
Extended VIKOR as a new method for solving Multiple Objective Large-Scale Nonlinear Programming problems
The VIKOR method was introduced as a Multi-Attribute Decision Making (MADM) method to solve discrete decision-making problems with incommensurable and conflicting criteria. This method focuses on ranking and selecting from a set of alternatives based on the particular measure of “closeness” to the “ideal” solution. The multi-criteria measure for compromise ranking is developed from the l–p metric used as an aggregating function in a compromise programming method. In this paper, the VIKOR method...
Extra multistep BFGS updates in quasi-Newton methods.
Extrema constrained by curves.
Extremum conditions for nonlinear functions on convex sets
Feasible modified subgradient method for solving the thermal unit commitment problem as a new approach.
Fenchel Type Duality Theorems in Finite Dimensional Ordered Vector Spaces.
First- and second-order optimality conditions for mathematical programs with vanishing constraints
We consider a special class of optimization problems that we call Mathematical Programs with Vanishing Constraints, MPVC for short, which serves as a unified framework for several applications in structural and topology optimization. Since an MPVC most often violates stronger standard constraint qualification, first-order necessary optimality conditions, weaker than the standard KKT-conditions, were recently investigated in depth. This paper enlarges the set of optimality criteria by stating first-order...